basis_zscore_mean_rev_long · strategy

closed trades

44%

win rate

-164.00

total pnl ($)

0.774

weight

7d window — n=14 wr=43% pnl=-34.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 22:44	BTC	Buy	64230.2→63640.8	-5.02	timeout
06-21 21:24	BTC	Buy	63927.2→63650.8	-2.61	timeout
06-20 22:00	BTC	Buy	63043.2→63966.8	+6.88	timeout
06-20 21:00	BTC	Buy	63190.2→63893.8	+5.13	timeout
06-19 18:15	BTC	Buy	62628.1→63126.8	+3.52	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:57	BTC	Buy	63906.2→62298.7	-12.90	stop_loss
06-18 15:40	BTC	Buy	64348.2→62765.5	-12.47	stop_loss
06-18 05:08	BTC	Buy	65245.3→63640	-12.77	stop_loss
06-17 19:41	BTC	Buy	65759.3→64139.7	-12.77	stop_loss
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-17 00:26	BTC	Buy	66256.3→65692.7	-4.76	timeout
06-16 05:24	BTC	Buy	65797.3→66057.7	+1.58	timeout
06-15 21:18	BTC	Buy	64497.2→66480.7	+14.87	timeout
06-15 03:35	BTC	Buy	64513.2→65705.7	+8.76	timeout
06-14 19:50	BTC	Buy	64299.2→63746.8	-4.79	timeout
06-14 02:45	BTC	Buy	63612.2→64480.8	+6.40	timeout
06-13 19:13	BTC	Buy	63678.2→64152.8	+3.28	timeout
06-13 02:16	BTC	Buy	63621.2→63757.8	+0.59	timeout
06-12 17:40	BTC	Buy	63215.2→63763.8	+3.87	timeout
06-12 01:41	BTC	Buy	62298.1→63325.8	+7.69	timeout
06-11 14:51	BTC	Buy	61951.1→62912.9	+7.22	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 15:28	BTC	Buy	61343.1→62307.9	+7.36	timeout
06-10 14:31	BTC	Buy	61492.1→61977.9	+3.47	timeout
06-09 14:18	BTC	Buy	63298.2→61741	-12.75	stop_loss
06-09 13:36	BTC	Buy	63761.2→62190.8	-12.75	stop_loss
06-08 22:06	BTC	Buy	61749.1→63468.8	+13.44	timeout
06-08 20:50	BTC	Buy	61803.1→63373.8	+12.21	timeout
06-07 21:50	BTC	Buy	60836→61652.9	+6.28	timeout
06-07 15:26	BTC	Buy	60637→61848.9	+9.53	timeout
06-06 19:35	BTC	Buy	59669→60560	+7.07	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-05 18:52	BTC	Buy	60867→59370.3	-12.75	stop_loss
06-05 13:57	BTC	Buy	62379.1→60843.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62857.1→61311.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.68	stop_loss
06-05 06:03	BTC	Buy	63596.2→62031.9	-12.70	stop_loss
06-04 09:27	BTC	Buy	64409.2→62824.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-03 19:54	BTC	Buy	67013.4→65364	-12.79	stop_loss
06-03 19:54	BTC	Buy	67050.4→65399	-12.80	stop_loss
06-03 03:29	BTC	Buy	67702.4→66037.7	-12.75	stop_loss
06-02 23:04	BTC	Buy	67806.4→66138.6	-12.75	stop_loss
06-02 12:40	BTC	Buy	70773.5→69031	-12.82	stop_loss
06-02 12:06	BTC	Buy	70995.5→69249.9	-12.80	stop_loss
06-01 01:59	BTC	Buy	74021.7→73261.3	-5.67	timeout
05-31 23:58	BTC	Buy	73837.7→73669.3	-1.56	timeout
05-31 12:06	BTC	Buy	73570.7→73855.3	+1.35	timeout
05-31 10:15	BTC	Buy	73604.7→73813.3	+0.83	timeout
05-30 18:31	BTC	Buy	73764.7→73936.3	+0.60	timeout
05-30 16:46	BTC	Buy	73982.7→73924.3	-0.96	timeout
05-30 14:58	BTC	Buy	73097.7→73888.3	+4.81	timeout
05-30 09:55	BTC	Buy	73705.7→73577.3	-1.34	timeout
05-30 08:40	BTC	Buy	73780.7→73496.3	-2.42	timeout
05-29 14:17	BTC	Buy	73468.7→72937.4	-4.13	timeout
05-29 13:07	BTC	Buy	73373.7→73204.3	-1.63	timeout
05-29 10:02	BTC	Buy	73513.7→73682.3	+0.62	timeout
05-29 08:57	BTC	Buy	73282.7→73615.3	+1.76	timeout
05-29 07:52	BTC	Buy	73364.7→73390.3	-0.31	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-164.00

total pnl ($)

-53.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	61	44%	-53.4	-164.00

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 01:50	BTC	Buy	stale_intent
06-21 22:36	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…